services > Liquidity > management enhancements > risk measurement > reporting template > stress testing review
Liquidity Management consulting services
- review policies for adequacy and compliance with appropriate regulation, and congruence with peer group best practices.
- compare the policy to U.S., UK FSA, CEBS and BIS regulatory guidance and industry best practices
- provide sample policy text, with suggested policy enhancements
- Liquidity & Funds management
- Liquidity Contingency Plan
- liquidity risk metrics – liquidity risk limits
- breadth, depth, consistency and relevance of liquidity stress tests
- bank-wide liquidity reporting processes
assist with the implementation of reporting and policy language changes
develop a Liquidity & Liquidity Risk management and stress-testing template
- Excel-based for usability
- programmed solutions are optionally available
recommend changes in the bank’s liquidity risk management tactics and/or strategies
real world solutions >
real time ALCO reporting? Over the past few years, there have been days with historically high interest rate volatility. After several such days, the management of Sample Bank believed their annual budget was no longer accurate.
Working with the ALMnetwork, Sample Bank produced forecasts based on rates “as of” the prior days’ close. While not exactly “real-time” reporting, next day reporting was useful to the management of Sample Bank in comprehending their new earnings position, formulating new tactics and strategies, and fine-tuning their pricing.